Random Variables Questions for Systematic & Data-Driven Trading Interviews
A systematic & data-driven trading round does not test random variables the way a textbook does. This set is the overlap - the random variables questions that actually turn up in this format.
61 questions, 47 of them free to practise right now. The split is 13 easy, 30 medium, 18 hard.
- Correlation under rescalingEasyRandom VariablesStatisticsView →
- Covariance of a chi-square and a ratioEasyRandom VariablesStatisticsView →
- Exactly one clears two-thirdsEasyProbabilityRandom VariablesView →
- Interquartile range of an exponentialEasyRandom VariablesStatisticsView →
- Largest possible covarianceEasyRandom VariablesStatisticsView →
- Maximum of four uniforms in a bandEasyProbabilityRandom VariablesView →
- No heads in a random number of flipsEasyProbabilityRandom VariablesView →
- Pooling two independent estimatesEasyRandom VariablesStatisticsView →
- Regressing with zero covarianceEasyRandom VariablesStatisticsView →
- Second moment from varianceEasyRandom VariablesStatisticsView →
- Skewness of a Laplace variableEasyRandom VariablesStatisticsView →
- Standard deviation of a correlated sumEasyRandom VariablesStatisticsView →
- A difference of three normalsMediumRandom VariablesStatisticsView →
- A ratio of gamma valuesMediumRandom VariablesView →
- All six faces (coupon collector)MediumRandom VariablesExpected ValueView →
- Best linear blend of two estimatesMediumRandom VariablesStatisticsView →
- Conditional mean on a circleMediumConditional Probability & ExpectationRandom VariablesView →
- Covariance from a triangular densityMediumRandom VariablesStatisticsView →
- Covariance of sum and differenceMediumRandom VariablesStatisticsView →
- Density of a sum of two uniformsMediumProbabilityRandom VariablesView →
- Expected flips for HHMediumRandom VariablesExpected ValueView →
- Expected gap between two normalsMediumRandom VariablesView →
- Expected square of a random unit complex numberMediumProbabilityRandom VariablesView →
- Maximum variance on an intervalMediumRandom VariablesStatisticsView →
- Ratio of partial sumsMediumRandom VariablesExpected ValueView →
- Sampling an exponential from a uniformMediumRandom VariablesProgramming & DSAView →
- Sum and difference of perfectly correlated variablesMediumRandom VariablesStatisticsView →
- The last lightbulb to burn outMediumRandom VariablesExpected ValueView →
- Uncorrelated but dependentMediumRandom VariablesStatisticsView →
- Variance of the larger of two diceMediumRandom VariablesStatisticsView →
- X positive given the sum is positiveMediumProbabilityRandom VariablesView →
- A half-plane, given positiveHardProbabilityRandom VariablesView →
- Covariance of X with Y squaredHardRandom VariablesStatisticsView →
- Draws to beat a hidden uniformHardRandom VariablesExpected ValueView →
- Draws to pass a log thresholdHardProbabilityRandom VariablesView →
- Draws to pass twoHardProbabilityRandom VariablesView →
- Overshoot past oneHardProbabilityRandom VariablesView →
- Penalty kicks with a shifting rateHardProbabilityRandom VariablesView →
- Range beats the midpointHardProbabilityRandom VariablesView →
- Smallest possible MGF valueHardRandom VariablesStatisticsView →
- Spread of a lognormal raised to the fourthHardRandom VariablesStatisticsView →
- Spread of a multinomial count gapHardRandom VariablesStatisticsView →
- The decreasing run of uniformsHardRandom VariablesExpected ValueView →
- Uniforms summing past 1HardRandom VariablesExpected ValueView →
- Variance of the exponential of a gammaHardRandom VariablesStatisticsView →
- Variance under random parametersHardRandom VariablesStatisticsView →
- When the extremes sum above oneHardProbabilityRandom VariablesView →
- Two searches, neither hitsEasyRandom Variables Premium
- A divergent reciprocal expectationMediumRandom VariablesCalculus Premium
- Fourth moment of a shifted normalMediumProbabilityRandom Variables Premium
- How many trials to poll a proportionMediumRandom VariablesStatistics Premium
- Median of a linear densityMediumRandom VariablesCalculus Premium
- Memoryless waitingMediumConditional Probability & ExpectationRandom Variables Premium
- Second moment via the MGFMediumRandom VariablesCalculus Premium
- Sum of squared standard normalsMediumRandom VariablesStatistics Premium
- The first component to failMediumRandom Variables Premium
- Variance of a lognormalMediumRandom VariablesFinance & Derivatives Premium
- Variance of a squared normalMediumRandom VariablesStatistics Premium
- Variance of a two-regime returnMediumRandom VariablesStatistics Premium
- Correlation of min and maxHardProbabilityRandom Variables Premium
- Order statistics are BetaHardRandom VariablesStatistics Premium
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